VOLTAS
Voltas Ltd
Historical option data for VOLTAS
12 Dec 2024 10:12 AM IST
| VOLTAS 26DEC2024 1880 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
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Delta: 0.20
Vega: 1.00
Theta: -0.90
Gamma: 0.00
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 12 Dec | 1801.90 | 9 | -0.15 | 22.87 | 207 | 31 | 229 | |||
| 11 Dec | 1797.20 | 9.15 | 2.40 | 23.35 | 723 | 42 | 205 | |||
| 10 Dec | 1766.55 | 6.75 | -1.85 | 24.98 | 417 | 26 | 167 | |||
| 9 Dec | 1764.35 | 8.6 | 5.00 | 27.18 | 683 | 79 | 146 | |||
| 6 Dec | 1710.90 | 3.6 | 1.15 | 25.75 | 154 | -28 | 67 | |||
| 5 Dec | 1667.90 | 2.45 | -0.55 | 28.42 | 26 | -11 | 95 | |||
| 4 Dec | 1688.30 | 3 | -1.00 | 26.59 | 188 | -7 | 98 | |||
| 3 Dec | 1688.15 | 4 | -2.70 | 27.52 | 223 | 49 | 104 | |||
| 2 Dec | 1721.10 | 6.7 | 3.70 | 26.27 | 195 | 29 | 70 | |||
| 29 Nov | 1658.25 | 3 | -1.75 | 27.14 | 85 | 40 | 42 | |||
| 28 Nov | 1647.25 | 4.75 | -6.00 | 30.89 | 5 | 1 | 3 | |||
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| 27 Nov | 1663.10 | 10.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 26 Nov | 1674.10 | 10.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 25 Nov | 1644.25 | 10.75 | 0.00 | 0.00 | 0 | 0 | 0 | |||
| 21 Nov | 1675.50 | 10.75 | -130.95 | 0.00 | 0 | 0 | 0 | |||
| 1 Nov | 1642.85 | 141.7 | 0.00 | 7.21 | 0 | 0 | 0 | |||
| 31 Oct | 1649.50 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Oct | 1697.90 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Oct | 1770.60 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 28 Oct | 1762.25 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 25 Oct | 1754.85 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 24 Oct | 1795.10 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Oct | 1834.60 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Oct | 1881.30 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 15 Oct | 1811.10 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 14 Oct | 1794.50 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Oct | 1789.45 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Oct | 1776.70 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Oct | 1786.50 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 8 Oct | 1800.90 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 7 Oct | 1757.20 | 141.7 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Oct | 1809.60 | 141.7 | 141.70 | - | 0 | 0 | 0 | |||
| 3 Oct | 1845.65 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 1 Oct | 1854.55 | 0 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Sept | 1845.10 | 0 | - | 0 | 0 | 0 | ||||
For Voltas Ltd - strike price 1880 expiring on 26DEC2024
Delta for 1880 CE is 0.20
Historical price for 1880 CE is as follows
On 12 Dec VOLTAS was trading at 1801.90. The strike last trading price was 9, which was -0.15 lower than the previous day. The implied volatity was 22.87, the open interest changed by 31 which increased total open position to 229
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 9.15, which was 2.40 higher than the previous day. The implied volatity was 23.35, the open interest changed by 42 which increased total open position to 205
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 6.75, which was -1.85 lower than the previous day. The implied volatity was 24.98, the open interest changed by 26 which increased total open position to 167
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 8.6, which was 5.00 higher than the previous day. The implied volatity was 27.18, the open interest changed by 79 which increased total open position to 146
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 3.6, which was 1.15 higher than the previous day. The implied volatity was 25.75, the open interest changed by -28 which decreased total open position to 67
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 2.45, which was -0.55 lower than the previous day. The implied volatity was 28.42, the open interest changed by -11 which decreased total open position to 95
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 3, which was -1.00 lower than the previous day. The implied volatity was 26.59, the open interest changed by -7 which decreased total open position to 98
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 4, which was -2.70 lower than the previous day. The implied volatity was 27.52, the open interest changed by 49 which increased total open position to 104
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 6.7, which was 3.70 higher than the previous day. The implied volatity was 26.27, the open interest changed by 29 which increased total open position to 70
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 3, which was -1.75 lower than the previous day. The implied volatity was 27.14, the open interest changed by 40 which increased total open position to 42
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 4.75, which was -6.00 lower than the previous day. The implied volatity was 30.89, the open interest changed by 1 which increased total open position to 3
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 10.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 10.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 10.75, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 10.75, which was -130.95 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was 7.21, the open interest changed by 0 which decreased total open position to 0
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct VOLTAS was trading at 1697.90. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct VOLTAS was trading at 1770.60. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct VOLTAS was trading at 1762.25. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct VOLTAS was trading at 1754.85. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct VOLTAS was trading at 1795.10. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct VOLTAS was trading at 1834.60. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct VOLTAS was trading at 1881.30. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct VOLTAS was trading at 1811.10. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct VOLTAS was trading at 1794.50. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct VOLTAS was trading at 1789.45. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct VOLTAS was trading at 1776.70. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct VOLTAS was trading at 1786.50. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct VOLTAS was trading at 1800.90. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct VOLTAS was trading at 1757.20. The strike last trading price was 141.7, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct VOLTAS was trading at 1809.60. The strike last trading price was 141.7, which was 141.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct VOLTAS was trading at 1845.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct VOLTAS was trading at 1854.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept VOLTAS was trading at 1845.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| VOLTAS 26DEC2024 1880 PE | |||||||
|---|---|---|---|---|---|---|---|
|
Delta: -0.77
Vega: 1.08
Theta: -0.58
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 12 Dec | 1801.90 | 83.15 | -3.70 | 25.80 | 2 | 1 | 11 |
| 11 Dec | 1797.20 | 86.85 | -29.95 | 25.14 | 8 | 1 | 6 |
| 10 Dec | 1766.55 | 116.8 | 11.80 | 32.20 | 4 | 0 | 2 |
| 9 Dec | 1764.35 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 6 Dec | 1710.90 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 5 Dec | 1667.90 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 4 Dec | 1688.30 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 3 Dec | 1688.15 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 2 Dec | 1721.10 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 29 Nov | 1658.25 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 28 Nov | 1647.25 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 27 Nov | 1663.10 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 26 Nov | 1674.10 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 25 Nov | 1644.25 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 21 Nov | 1675.50 | 105 | 0.00 | 0.00 | 0 | 0 | 0 |
| 1 Nov | 1642.85 | 105 | 0.00 | 0.00 | 0 | 0 | 2 |
| 31 Oct | 1649.50 | 105 | 0.00 | - | 0 | 0 | 2 |
| 30 Oct | 1697.90 | 105 | 0.00 | - | 0 | 0 | 2 |
| 29 Oct | 1770.60 | 105 | 0.00 | - | 0 | 0 | 0 |
| 28 Oct | 1762.25 | 105 | 0.00 | - | 0 | 0 | 0 |
| 25 Oct | 1754.85 | 105 | 0.00 | - | 0 | 0 | 0 |
| 24 Oct | 1795.10 | 105 | 0.00 | - | 0 | 0 | 0 |
| 17 Oct | 1834.60 | 105 | -5.00 | - | 8 | 2 | 4 |
| 16 Oct | 1881.30 | 110 | 0.00 | - | 0 | 0 | 2 |
| 15 Oct | 1811.10 | 110 | 0.00 | - | 0 | 0 | 2 |
| 14 Oct | 1794.50 | 110 | 0.00 | - | 0 | 0 | 2 |
| 11 Oct | 1789.45 | 110 | 0.00 | - | 0 | 0 | 0 |
| 10 Oct | 1776.70 | 110 | 0.00 | - | 2 | 0 | 2 |
| 9 Oct | 1786.50 | 110 | 0.00 | - | 2 | 0 | 2 |
| 8 Oct | 1800.90 | 110 | 0.00 | - | 2 | 0 | 2 |
| 7 Oct | 1757.20 | 110 | 0.00 | - | 2 | 0 | 2 |
| 4 Oct | 1809.60 | 110 | 110.00 | - | 2 | 0 | 0 |
| 3 Oct | 1845.65 | 0 | 0.00 | - | 0 | 0 | 0 |
| 1 Oct | 1854.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Sept | 1845.10 | 0 | - | 0 | 0 | 0 | |
For Voltas Ltd - strike price 1880 expiring on 26DEC2024
Delta for 1880 PE is -0.77
Historical price for 1880 PE is as follows
On 12 Dec VOLTAS was trading at 1801.90. The strike last trading price was 83.15, which was -3.70 lower than the previous day. The implied volatity was 25.80, the open interest changed by 1 which increased total open position to 11
On 11 Dec VOLTAS was trading at 1797.20. The strike last trading price was 86.85, which was -29.95 lower than the previous day. The implied volatity was 25.14, the open interest changed by 1 which increased total open position to 6
On 10 Dec VOLTAS was trading at 1766.55. The strike last trading price was 116.8, which was 11.80 higher than the previous day. The implied volatity was 32.20, the open interest changed by 0 which decreased total open position to 2
On 9 Dec VOLTAS was trading at 1764.35. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 6 Dec VOLTAS was trading at 1710.90. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 5 Dec VOLTAS was trading at 1667.90. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 4 Dec VOLTAS was trading at 1688.30. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 3 Dec VOLTAS was trading at 1688.15. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 2 Dec VOLTAS was trading at 1721.10. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 29 Nov VOLTAS was trading at 1658.25. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 28 Nov VOLTAS was trading at 1647.25. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 27 Nov VOLTAS was trading at 1663.10. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 26 Nov VOLTAS was trading at 1674.10. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 25 Nov VOLTAS was trading at 1644.25. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 21 Nov VOLTAS was trading at 1675.50. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 0
On 1 Nov VOLTAS was trading at 1642.85. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 0 which decreased total open position to 2
On 31 Oct VOLTAS was trading at 1649.50. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct VOLTAS was trading at 1697.90. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct VOLTAS was trading at 1770.60. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct VOLTAS was trading at 1762.25. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct VOLTAS was trading at 1754.85. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct VOLTAS was trading at 1795.10. The strike last trading price was 105, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct VOLTAS was trading at 1834.60. The strike last trading price was 105, which was -5.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct VOLTAS was trading at 1881.30. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct VOLTAS was trading at 1811.10. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct VOLTAS was trading at 1794.50. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct VOLTAS was trading at 1789.45. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct VOLTAS was trading at 1776.70. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct VOLTAS was trading at 1786.50. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct VOLTAS was trading at 1800.90. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct VOLTAS was trading at 1757.20. The strike last trading price was 110, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct VOLTAS was trading at 1809.60. The strike last trading price was 110, which was 110.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct VOLTAS was trading at 1845.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct VOLTAS was trading at 1854.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept VOLTAS was trading at 1845.10. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
